|
Issuer
|
Maturity
|
Strategy
|
Coupon |
Underlying
|
Protection
|
Participation
|
Barrier
|
Calculation
|
CUSIP
|
Ratings
|
Trade Date
|
Legal Doc |
Additional Info |
|
Citigroup
|
7/29/2010
|
1yr Russell 2000 Digital Note
|
at maturity
|
Russell 2000 Index
|
n/a
|
17%-22%
|
n/a
|
see terms
|
17313T441
|
A3 / A
|
7/23/2009
|
|
|
|
RBC
|
7/14/2011
|
2yr Digital Coupon Buffered Note
|
15.50% contingent
|
SP 500
|
n/a
|
see terms
|
n/a
|
see terms
|
78008G5N8
|
Aaa / AA-
|
7/9/2009
|
|
|
|
Citigroup
|
7/29/2011
|
2yr BRIC Note
|
at maturity
|
BRIC currencies
|
100%
|
100% - 130%
|
n/a
|
Point to Point
|
17313T433
|
A3 / A
|
7/23/2009
|
|
|
|
Barclays
|
7/24/2014
|
5yr Fixed to Float CPI Note
|
3.75%
|
YoY CPI Index
|
100%
|
3.75% for 2yrs than
|
n/a
|
CPI + 1.75%
|
06739JKM4
|
Aa3 / AA-
|
7/21/2009
|
|
|
|
Citigroup
|
7/30/2014
|
5yr SP 500 w/ 3% min coupon
|
3.00% min.
|
SP 500
|
100%
|
see terms
|
n/a
|
see terms
|
17313T466
|
A3 / A
|
7/24/2009
|
|
|
|
Citigroup
|
7/30/2014
|
5yr Gold w/ 3% min coupon
|
3.00% min.
|
Gold
|
100%
|
see terms
|
n/a
|
see terms
|
17313T482
|
A3 / A
|
7/24/2009
|
|
|
|
Barclays
|
7/23/2024
|
15yr-nc 1yr Steepner Note
|
12.50%
|
30yrCMS - 2yrCMS
|
100%
|
see terms
|
n/a
|
12.50% yr 1, 6 x (30yr-2yrCMS)
|
06739JKL6
|
Aa3 / AA-
|
7/20/2009
|
|
|
